HIVE Options History — November 2022

In November 2022, HIVE traded between $2.00 and $3.12. ATM implied volatility averaged 123.6%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 35.7%. IV traded above realized volatility by 41.3% (HV 20d: 82.3%). Max pain ranged from $1.00 to $7.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.16.

Notable Days

  • 2022-11-17: Highest Volume — 13,267 contracts
  • 2022-11-25: Largest IV spike — 300.4% change
  • 2022-11-25: Highest IV Rank — 96.8%
  • 2022-11-25: Largest Expected Move — 120.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.43$2.00$3.12$3.12$2.08
Max Pain$4.14$1.00$7.00$7.00$4.00
ATM IV123.6%94.5%419.5%107.6%108.9%
Expected Move35.7%28.5%120.3%30.8%31.2%
HV 20d82.3%67.4%96.1%71.3%88.0%
HV 60d89.3%79.8%99.8%99.4%79.8%
IV Rank26.6%19.7%96.8%22.8%23.1%
IV Percentile39.8%10.3%99.6%34.5%36.9%
Term Structure0.1%-19.0%40.7%-4.9%7.8%
VWIV112.2%91.9%129.0%113.4%108.9%
Skew 25d23.2%-30.2%209.5%-14.3%34.8%
Skew 10d54.2%-46.0%327.2%-7.4%58.3%
Call IV 25d107.4%70.3%197.2%113.6%88.0%
Put IV 25d130.6%94.2%406.6%99.3%122.9%
Bid-Ask Spread %35.027.3859.7616.8324.10
Gamma HHI0.300.190.460.230.44
Net GEX3.2K-5.5K17.8K14.4K-5.5K
Net DEX1.8M694.9K2.4M1.4M1.7M
Net VEX-6.9K-10.9K-5.0K-10.9K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.160.1912.851.590.76
Total Volume6,035.2863113,2676,411183
Total OI42,427.71439,56246,90639,56243,156

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$3.12$7.00107.6%30.8%71.3%22.8%113.4%-14.3%-4.9%14.4K1.4M-10.9K1.5916.83N/AN/A2,4793,93226,23113,331
2022-11-02$2.96$7.00105.4%30.2%71.5%22.3%116.7%-30.2%-6.1%11.3K1.4M-10.4K1.5715.70N/AN/A2,4793,89426,22913,486
2022-11-03$2.84$4.0098.3%28.5%72.0%20.6%104.6%3.4%5.0%8.0K1.6M-9.0K1.5453.00N/AN/A2,4943,84726,30313,562
2022-11-04$2.87$4.0094.5%29.7%70.2%19.7%105.8%8.9%-12.3%7.8K1.4M-10.1K1.5757.80N/AN/A2,4813,90526,37113,611
2022-11-07$2.75$4.0099.9%28.8%67.4%21.0%99.8%-4.8%2.3%5.0K1.9M-7.9K6.8042.70N/AN/A5843,97326,46513,675
2022-11-08$2.57$4.0098.5%30.2%70.1%20.7%110.9%3.3%0.9%9.8K2.0M-6.8K2.7459.01N/AN/A8432,30626,65713,785
2022-11-09$2.29$4.00113.3%32.5%78.8%24.2%108.0%23.0%-12.6%6.1K2.0M-5.4K6.8638.22N/AN/A7885,40426,83113,968
2022-11-10$2.43$4.00118.9%34.1%82.4%25.5%129.0%90.6%-4.0%3.3K2.0M-8.3K2.8636.87N/AN/A6891,97326,97117,368
2022-11-11$2.63$4.00105.5%30.2%87.6%22.3%103.3%-11.3%0.7%2.8K2.2M-7.3K4.0241.51N/AN/A5502,21327,06417,433
2022-11-14$2.52$4.0099.6%28.6%87.7%20.9%117.1%8.3%7.1%-822.3M-6.5K1.2558.06N/AN/A5,4636,81227,07817,758
2022-11-15$2.56$4.00107.1%30.7%88.2%22.7%91.9%24.5%-5.9%2.7K2.4M-7.4K1.2359.76N/AN/A5,6206,92828,10218,804
2022-11-16$2.35$4.00102.8%29.5%92.0%21.7%104.0%-2.4%18.7%-9772.1M-6.2K1.2148.05N/AN/A5,7046,87426,85317,336
2022-11-17$2.36$4.00117.3%33.6%91.6%25.1%128.3%-2.2%9.6%5.1K1.9M-5.0K1.1044.62N/AN/A6,3116,95627,19317,093
2022-11-18$2.25$4.00117.0%33.5%90.1%25.1%123.2%10.0%-7.0%-9262.0M-6.3K1.257.38N/AN/A5,6277,04728,06617,147
2022-11-21$2.01$4.00114.1%32.7%96.1%24.4%114.8%-14.9%-6.1%-3.9K1.7M-5.0K2.558.25N/AN/A1,9895,07025,93814,924
2022-11-22$2.11$4.00118.9%34.1%83.4%25.5%117.2%43.2%-17.6%-3.2K1.7M-5.7K5.5922.51N/AN/A7834,38027,28515,323
2022-11-23$2.14$4.00104.8%30.0%84.5%22.2%107.1%40.4%0.8%-3.4K1.7M-5.7K8.4424.15N/AN/A5084,28827,32415,387
2022-11-25$2.14$1.00419.5%120.3%84.9%96.8%0.0%209.5%40.7%17.8K694.9K-5.0K0.1930.40N/AN/A26529,28211,931
2022-11-28$2.00$4.00113.4%32.5%85.5%24.2%113.5%31.3%4.0%-4.7K1.7M-5.2K0.3711.58N/AN/A1545727,42515,368
2022-11-29$2.02$4.00130.7%37.5%86.1%28.3%125.9%37.0%-19.0%-3.6K1.7M-5.2K12.8535.04N/AN/A811,04127,49115,377
2022-11-30$2.08$4.00108.9%31.2%88.0%23.1%108.9%34.8%7.8%-5.5K1.7M-5.6K0.7624.10N/AN/A1047927,52115,635